This study develops a comprehensive framework for automating Risk-Weighted Asset (RWA) attribution and capital variance decomposition under the Basel regulatory architecture. By integrating Structured Query Language (SQL) for granular data processing with Alteryx for workflow orchestration

the paper demonstrates how banks can systematically trace the drivers of capital fluctuations. The proposed end-to-end workflow reconciles financial reporting requirements with supervisory expectations

producing transparent and reproducible decomposition outputs. Results show that automation enhances both efficiency and interpretability

while simultaneously strengthening regulatory compliance. The findings offer theoretical contributions to the literature on capital management and practical guidance for financial institutions seeking operational excellence in RWA attribution analysis.